+65.5%
T vs SIMO
+221.6%
-156.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | -0.4% |
| 7D | +2.5% | +4.1% | -1.6% | +2.9% |
| 30D | -3.8% | -24.0% | +20.2% | -5.1% |
| 3M | -8.7% | -31.8% | +23.0% | -10.3% |
| 6M | -8.1% | -36.9% | +28.8% | -9.6% |
| YTD | -6.4% | +84.8% | -91.3% | -3.0% |
| 1Y | -9.8% | +99.0% | -108.7% | -6.1% |
| 3Y | +65.5% | +217.9% | -152.5% | +72.9% |
| All | +65.5% | +221.6% | -156.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling